### Name: VaR.norm
### Title: Value at Risk Calculation in Lognormal Approximation
### Aliases: VaR.norm
### Keywords: ts

### ** Examples

data(exchange.rates)
attach(exchange.rates)
y <- USDJPY[!is.na(USDJPY)]
z <- VaR.norm(y)
z$VaR
detach(exchange.rates)



